+575.3%
FAST vs THC
+1,421.6%
-846.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +2.1% | +3.7% | -1.6% | +1.7% |
| 30D | +6.9% | +9.0% | -2.2% | +5.9% |
| 3M | +4.8% | +10.4% | -5.6% | +3.6% |
| 6M | +19.8% | +45.7% | -25.9% | +14.7% |
| YTD | +34.9% | +42.6% | -7.7% | +29.1% |
| 1Y | +32.8% | +38.8% | -6.0% | +27.2% |
| 3Y | +93.7% | +418.8% | -325.1% | +59.5% |
| 5Y | +105.3% | +275.7% | -170.4% | +70.7% |
| All | +575.3% | +1,421.6% | -846.3% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling